JPMORGAN U.S. QUALITY FACTOR ETF
Symbol: JQUA
Exchange: NYSE
Sector: Technology
Category: Large Blend
Inception date: 08/11/2017
Latest date: 03/06/2026
Current price: $72.00
Expense ratio: 0.12%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
8.34%
Ann. -36.55% (Sharpe / Sortino numerator)
Volatility
15.02%
Sharpe ratio
-2.676
VaR 95%
-1.43%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
12.94%
Ann. -8.11% (Sharpe / Sortino numerator)
Volatility
13.01%
Sharpe ratio
-0.902
VaR 95%
-1.40%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
14.37%
Ann. -3.47% (Sharpe / Sortino numerator)
Volatility
12.22%
Sharpe ratio
-0.582
VaR 95%
-1.36%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
22.93%
Ann. 9.56% (Sharpe / Sortino numerator)
Volatility
16.68%
Sharpe ratio
0.356
VaR 95%
-1.42%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
43.11%
Ann. 9.99% (Sharpe / Sortino numerator)
Volatility
14.66%
Sharpe ratio
0.434
VaR 95%
-1.40%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
75.29%
Ann. 15.88% (Sharpe / Sortino numerator)
Volatility
13.57%
Sharpe ratio
0.903
VaR 95%
-1.28%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 03/06/2025 - 03/06/2026.
Average daily return
0.085%
Best day
2.354%
Worst day
-2.275%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 03/06/2026 | $72.06 | $72.18 | $71.62 | $72.00 | 449,800 |
| 02/06/2026 | $71.65 | $72.12 | $71.55 | $72.12 | 853,600 |
| 01/06/2026 | $71.05 | $71.90 | $71.05 | $71.82 | 1,272,300 |
| 29/05/2026 | $70.85 | $71.12 | $70.78 | $71.06 | 900,200 |
| 28/05/2026 | $70.34 | $70.86 | $70.08 | $70.59 | 1,348,100 |
| 27/05/2026 | $70.73 | $70.73 | $70.13 | $70.23 | 713,200 |
| 26/05/2026 | $70.26 | $70.67 | $70.11 | $70.57 | 591,800 |
| 22/05/2026 | $69.39 | $69.92 | $69.39 | $69.73 | 362,800 |
| 21/05/2026 | $68.38 | $69.12 | $68.21 | $69.01 | 656,200 |
| 20/05/2026 | $68.12 | $68.78 | $67.89 | $68.77 | 565,400 |